+173.0%
MTB vs EXPD
+308.0%
-135.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.2% |
| 7D | +2.8% | -0.9% | +3.7% | +3.2% |
| 30D | -4.2% | +4.1% | -8.2% | -6.1% |
| 3M | +7.8% | +13.8% | -6.0% | +0.8% |
| 6M | +14.8% | +27.3% | -12.5% | +0.9% |
| YTD | +20.8% | +25.4% | -4.7% | +5.9% |
| 1Y | +23.1% | +54.4% | -31.3% | -4.0% |
| 3Y | +114.8% | +67.9% | +46.9% | +56.8% |
| 5Y | +103.3% | +59.2% | +44.1% | +48.5% |
| 10Y | +173.0% | +308.6% | -135.6% | +16.4% |
| All | +173.0% | +308.0% | -135.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling